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Index to Functions by Title



-add roots of a TSmodel to a plot
-Balance and reduce a model
-Balance a state space model
-Basis transformation of a model.
-Estimate a TSmodel
-Calculate auto-covariance
-calculate autocorrelations of TSdata
-Calculate forecast cov estimators wrt data
-Calculate forecasts at specified horizons
-Calculate likelihood
-calculate McMillan degree
-Calculate observability of a TSmodel
-Calculate out-of-sample forecasts
-Calculate percent change
-Calculate phase plots
-Calculate Portmanteau statistic
-Calculate predictions
-Calculate reachability of a TSmodel
-Calculate residuals
-Calculate residuals likelihood
-Calculate roots of a TSmodel
-Calculate selection criteria
-Calculate stability of a TSmodel
-Calculate sum of squared prediction errors
-Calculate the difference of log data
-Calculate the percent change
-check balance of a TSmodel
-check balance of a TSmodel
-Check Data Availability
-check residuals of a TSmodel or autocorrelations of TSdata
-Combine 2 forecast.cov type objects.
-Combine series from two TSdata objects.
-Combine two objects.
-compare two objects
-Convert to non-innovation state space TSmodel
-Convert to Oform
-convert to parsimonious form
-Convert to state space form
-Convert to state space innovations TSmodel
-Convert to Troll model
-Convert to year to year change
-Convert to year to year percent change
-Convert to year to year percent change
-Convert to year to year percent change
-curve
-Davidon Fletcher Powell minimization
-Display summary information.
-Display TSmodel arrays
-Estimate a state space model
-Estimate a state space TSmodel using VAR estimation
-Estimate a TSmodel
-Estimate a TSmodel
-Estimate a TSmodel
-Estimate a TSmodel
-Estimate a TSmodel
-Estimate a VAR TSmodel
-Estimate a VAR TSmodel
-Estimate models
-Estimate models and forecast at given horizons
-Evaluate a ARMA TSmodel
-Evaluate an estimation method
-Evaluate a smoother with a TSmodel
-Evaluate a state space TSmodel
-Evaluate a TSmodel
-Extact names of series from a TSdata object.
-Extract a subset of series.
-Extract model parameters.
-Filter object to remove forecasts
-find equivalence transformation
-fix TSmodel parameters to constants
-Forecast covariance for different models
-forecast multiple steps ahead
-genD
-Generate distribution plots of Monte Carlo simulations
-Generate forecasts and compare them against the output of a true model
-Generate forecasts cov and compare against the output of a true model
-Generate plots of Monte Carlo simulations
-Generate simulations
-generate TSdata time series object
-Get Data from TSPADI Database Interface
-Get Identifiers from a data object
-Get sourcedb from a data object
-Get source information from a data object
-Get source server from a data object
-get the random seed from an object
-gradient of a function
-gradient of a function
-load.curve.c
-load.curve.f
-Load fortran routines for time series models
-Maximum likelihood estimation
-Maximum likelihood estimation
-Minimum forecast cov models
-multiple horizon-step ahead forecasts
-non-linear simplex minimization
-Plot distribution of estimates
-Plot one-step ahead predictions
-plot roots of a TSmodel
-Plots of Forecast Variance
-power spectrum of a TSmodel
-Print version information
-Prompt for series names
-Randomly generate a state space model
-Reduced Models via Mittnik SVD balancing
-retrieve and verify data
-Retrieve new data from a database
-scale.TSdata
-scale.TSmodel
-Select a data subset and model
-Select forecast covariances meeting given criteria
-Select the best model
-set TSmodel array information
-set TSmodel parameter information
-shock.decomposition
-Simulate a TSmodel
-span
-Splice two time series matrices
-standardize data
-Sum covariance of forecasts across all series
-Tabulates selection criteria
-tframe classes and methods
-to.ARMA
-Trim NAs from time series matrix
-Troll TSmodel
-TSdata from TSPADI

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